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~isPartOf:"Econometric theory"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
Zeitreihenanalyse
Theorie
926
Theory
926
Estimation theory
307
Schätztheorie
307
Time series analysis
268
Stochastic process
77
Regression analysis
74
Regressionsanalyse
74
Statistical test
72
Statistischer Test
72
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Forecasting model
66
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65
United States
65
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59
Unit root test
59
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57
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57
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56
Volatilität
56
Cointegration
55
Kointegration
55
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51
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Statistical theory
37
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37
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35
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35
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34
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34
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29
Bootstrap-Verfahren
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27
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Podolskij, Mark
15
Phillips, Peter C. B.
12
Johansen, Søren
9
Grassi, Stefano
6
Hong, Yongmiao
6
Saikkonen, Pentti
6
Santucci de Magistris, Paolo
6
Barndorff-Nielsen, Ole E.
5
Haldrup, Niels
5
Lütkepohl, Helmut
5
Robinson, Peter M.
5
Veraart, Almut E. D.
5
Wang, Qiying
5
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Christensen, Kim
4
Kristensen, Dennis
4
Kruse, Robinson
4
Linton, Oliver
4
Nielsen, Morten Ørregaard
4
Pakkanen, Mikko S.
4
Park, Joon Y.
4
Perron, Pierre
4
Proietti, Tommaso
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Bierens, Herman J.
3
Bredahl Kock, Anders
3
Chen, Bin
3
Choi, In
3
Ergemen, Yunus Emre
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Jong, Robert M. de
3
Lieberman, Offer
3
Lunde, Asger
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Nielsen, Bent
3
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CREATES research paper
Econometric theory
European journal of operational research : EJOR
503
Journal of econometrics
404
International journal of forecasting
359
Economics letters
337
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
309
Journal of forecasting
240
Discussion paper / Tinbergen Institute
233
Econometric reviews
180
Insurance / Mathematics & economics
173
Economic modelling
156
Computers & operations research : and their applications to problems of world concern ; an international journal
154
Applied economics
152
International journal of production research
147
Journal of economic dynamics & control
141
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
Working paper
135
Finance and stochastics
134
Working paper / National Bureau of Economic Research, Inc.
131
International journal of theoretical and applied finance
129
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Operations research
123
Computational economics
115
Journal of applied econometrics
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
112
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
107
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
105
Operations research letters
104
Energy economics
101
NBER Working Paper
100
International journal of production economics
97
Applied economics letters
96
NBER working paper series
96
Working paper / Department of Econometrics and Business Statistics, Monash University
96
Risks : open access journal
91
CESifo working papers
87
Discussion papers of interdisciplinary research project 373
85
Mathematics of operations research
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
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ECONIS (ZBW)
323
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1
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
2
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps :
theory
, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
Saved in:
3
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
4
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
5
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Saved in:
6
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
7
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
8
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
9
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
10
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
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